Stochastic Systems

An Ergodic Control Problem for Many-Server Multiclass Queueing Systems with Cross-Trained Servers

Anup Biswas

Full-text: Open access

Abstract

A Markovian queueing network is considered with d independent customer classes and d server pools in Halfin–Whitt regime. Class i customers has priority for service in pool i for i = 1, …, d, and may access some other pool if the pool has an idle server and all the servers in pool i are busy. We formulate an ergodic control problem where the running cost is given by a non-negative convex function with polynomial growth. We show that the limiting controlled diffusion is modelled by an action space which depends on the state variable. We provide a complete analysis for the limiting ergodic control problem and establish asymptotic convergence of the value functions for the queueing model.

Article information

Source
Stoch. Syst., Volume 7, Number 2 (2017), 263-288.

Dates
Received: December 2015
Accepted: July 2017
First available in Project Euclid: 24 February 2018

Permanent link to this document
https://projecteuclid.org/euclid.ssy/1519441214

Digital Object Identifier
doi:10.1287/stsy.2017.0002

Mathematical Reviews number (MathSciNet)
MR3741354

Zentralblatt MATH identifier
1382.93036

Subjects
Primary: 93E20: Optimal stochastic control
Secondary: 60H30: Applications of stochastic analysis (to PDE, etc.) 35J60: Nonlinear elliptic equations

Keywords
multi-class Markovian queues reneging/abandonment Halfin-Whitt (QED) regime heavy-traffic long time-average control scheduling control stable Markov optimal control Hamilton-Jacobi-Bellman equation asymptotic optimality

Rights
Creative Commons Attribution 4.0 International License.

Citation

Biswas, Anup. An Ergodic Control Problem for Many-Server Multiclass Queueing Systems with Cross-Trained Servers. Stoch. Syst. 7 (2017), no. 2, 263--288. doi:10.1287/stsy.2017.0002. https://projecteuclid.org/euclid.ssy/1519441214


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